+1,048.3%
WAT vs XHB
+170.3%
+878.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | +2.0% | -2.4% | +4.4% | +3.1% |
| 30D | +7.7% | +7.1% | +0.6% | +4.3% |
| 3M | +11.1% | -6.0% | +17.0% | +13.6% |
| 6M | +31.2% | +2.1% | +29.2% | +29.1% |
| YTD | +21.7% | -0.6% | +22.3% | +20.8% |
| 1Y | +19.3% | -3.3% | +22.6% | +19.8% |
| 3Y | +80.6% | +34.1% | +46.5% | +58.1% |
| 5Y | +29.5% | +28.6% | +0.9% | +14.1% |
| 10Y | +225.3% | +235.0% | -9.8% | +92.9% |
| All | +1,048.3% | +170.3% | +878.0% | +538.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling